+338.3%
PSX vs PH
+737.8%
-399.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -7.8% | +2.1% | -9.9% | -8.9% |
| 30D | -9.9% | +0.3% | -10.1% | -10.4% |
| 3M | +16.9% | -8.8% | +25.7% | +22.2% |
| 6M | +48.0% | +10.0% | +37.9% | +37.2% |
| YTD | +98.3% | +10.5% | +87.9% | +79.5% |
| 1Y | +86.2% | +15.5% | +70.6% | +63.8% |
| 3Y | +144.0% | +136.4% | +7.6% | +33.6% |
| 5Y | +287.7% | +213.6% | +74.1% | +68.5% |
| 10Y | +338.3% | +713.9% | -375.6% | +0.1% |
| All | +338.3% | +737.8% | -399.5% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling